CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 29-Feb-2008

Day Change Summary
	Previous	Current
	28-Feb-2008	29-Feb-2008	Change	Change %	Previous Week
Open	0.9450	0.9600	0.0150	1.6%	0.9384
High	0.9573	0.9689	0.0116	1.2%	0.9689
Low	0.9437	0.9582	0.0145	1.5%	0.9308
Close	0.9551	0.9675	0.0124	1.3%	0.9675
Range	0.0136	0.0107	-0.0029	-21.3%	0.0381
ATR	0.0093	0.0096	0.0003	3.5%	0.0000
Volume	631	514	-117	-18.5%	3,039

Daily Pivots for day following 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9970	0.9929	0.9734
R3	0.9863	0.9822	0.9704
R2	0.9756	0.9756	0.9695
R1	0.9715	0.9715	0.9685	0.9736
PP	0.9649	0.9649	0.9649	0.9659
S1	0.9608	0.9608	0.9665	0.9629
S2	0.9542	0.9542	0.9655
S3	0.9435	0.9501	0.9646
S4	0.9328	0.9394	0.9616

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0700	1.0569	0.9885
R3	1.0319	1.0188	0.9780
R2	0.9938	0.9938	0.9745
R1	0.9807	0.9807	0.9710	0.9873
PP	0.9557	0.9557	0.9557	0.9590
S1	0.9426	0.9426	0.9640	0.9492
S2	0.9176	0.9176	0.9605
S3	0.8795	0.9045	0.9570
S4	0.8414	0.8664	0.9465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9689	0.9308	0.0381	3.9%	0.0104	1.1%	96%	True	False	607
10	0.9689	0.9298	0.0391	4.0%	0.0102	1.1%	96%	True	False	569
20	0.9689	0.9287	0.0402	4.2%	0.0087	0.9%	97%	True	False	337
40	0.9689	0.9229	0.0460	4.8%	0.0084	0.9%	97%	True	False	374

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0144
2.618	0.9969
1.618	0.9862
1.000	0.9796
0.618	0.9755
HIGH	0.9689
0.618	0.9648
0.500	0.9636
0.382	0.9623
LOW	0.9582
0.618	0.9516
1.000	0.9475
1.618	0.9409
2.618	0.9302
4.250	0.9127

Fisher Pivots for day following 29-Feb-2008
Pivot	1 day	3 day
R1	0.9662	0.9628
PP	0.9649	0.9581
S1	0.9636	0.9535

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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